-13.6%
BKNG vs M
+36.6%
-50.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +7.6% | +2.2% | +7.5% |
| 7D | +15.6% | +8.3% | +7.3% | +12.9% |
| 30D | +8.0% | +14.2% | -6.2% | +3.9% |
| 3M | -11.8% | -1.1% | -10.7% | -11.9% |
| 6M | +3.8% | +36.6% | -32.8% | -5.6% |
| YTD | -19.6% | +19.8% | -39.4% | -24.3% |
| 1Y | -13.6% | +37.2% | -50.8% | -21.5% |
| All | -13.6% | +36.6% | -50.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling